+572.6%
NKE vs ITUB
+1,964.7%
-1,392.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.2% | +2.2% | -6.4% | -4.6% |
| 30D | -8.2% | +12.6% | -20.8% | -10.5% |
| 3M | -19.1% | +6.4% | -25.5% | -20.3% |
| 6M | -32.6% | +0.6% | -33.2% | -33.1% |
| YTD | -40.7% | +18.8% | -59.6% | -43.3% |
| 1Y | -48.9% | +31.0% | -79.9% | -52.2% |
| 3Y | -59.2% | +118.1% | -177.3% | -66.3% |
| 5Y | -75.3% | +193.0% | -268.4% | -81.3% |
| 10Y | -23.1% | +217.1% | -240.2% | -46.9% |
| All | +572.6% | +1,964.7% | -1,392.1% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling